Anic Equity¶

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Total return since start: 0.616 %¶

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Equity now: -----------------------------> 49375.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45314.78 Kr¶

PnL: ---------------------------------------> 258.78 Kr¶

DD now: ---------------------------------> -7.049 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:10:34.370322'

Anic Portfolio¶

Today¶

Return: 1.028 %¶

This Week¶

Return: 0.148 %¶

Total portfolio value¶

Return including deposits: 61.644 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.550000 1670.040000 201.040000 13.690000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 4.990000 2159.100000 116.100000 5.680000 2043.000000
Atrium Ljungberg B 5 4.150000 992.000000 57.000000 6.100000 935.000000
Platzer Fastigheter Holding B 12 3.840000 1006.800000 45.800000 4.770000 960.999996
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 2.800000 902.400000 38.400000 4.440000 864.000000
Sagax B 4 2.860000 891.600000 37.600000 4.400000 854.000000
Catena 2 3.190000 828.800000 36.800000 4.650000 792.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 1.880000 986.400000 19.400000 2.010000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
EQT 4 -0.100000 827.200000 -4.800000 -0.580000 832.000000
OX2 13 0.000000 940.550000 -9.450000 -0.990000 949.999999
Biotage 7 -1.340000 930.300000 -10.700000 -1.140000 940.999997
ASSA ABLOY B 3 -1.080000 767.400000 -11.600000 -1.490000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.410000 909.500000 -30.500000 -3.240000 940.000000
Addnode Group B 11 -1.950000 883.850000 -37.150000 -4.030000 921.000003
Latour B 4 -0.440000 814.400000 -42.600000 -4.970000 857.000000
Indutrade 5 1.030000 1173.000000 -45.000000 -3.690000 1218.000000
Vitec Software Group B 2 -0.580000 1036.000000 -51.000000 -4.690000 1087.000000
Hexagon B 26 0.310000 3400.800000 -60.200000 -1.740000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.990000 1032.000000 -77.000000 -6.940000 1109.000001
BHG Group 97 1.790000 1379.340000 -79.660000 -5.460000 1458.999989
TOTAL 45314.780000 258.780000 -7.04882% 45056.000411

Updated:¶

'2023-07-04 12:10:51.367906'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶